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NSE Wholesale Debt Market Trades-Sep 11
September 11, 2017 / 12:47 PM / 10 days ago

NSE Wholesale Debt Market Trades-Sep 11

    Sep 11 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :        9,370.0            9,370.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              24

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,270.0            5,270.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              13

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,100.0            4,100.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              11

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
6.79%, 2027                        1,500.00                  6.55
8.39%, RAJ21                       1,100.00                  6.97
8.15%, 2026                        1,000.00                  6.93

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
HDFC 2020H (RESET)                 1,000.00                  7.30

Corporate Debentures
--------------------
8.34%, LICH 2018                     500.00                  7.02

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020                      500.00                  7.02

WHOLESALE DEBT MARKET TRADES CONCLUDED:
REPO TRANSACTIONS
-----------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------
                           ---------------nil----------------

NON-REPO TRANSACTIONS
---------------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------

Banks Perpetual Bond
--------------------
8.75%, SBI*          1    450.00   101.7916   101.7916   101.7916   101.7916   8.2100
Total                1    450.00

Corporate Debentures
--------------------
9.10%, DHFL 2026A*   2    250.00   103.8413   103.8413   103.8413   103.8413   8.4601
HDFC 2020H (RESET)   1   1000.00   101.9485   101.9485   101.9485   101.9485   7.3000
8.34%, LICH 2018*    1    500.00   100.8220   100.8220   100.8220   100.8220   7.0202
7.95%, LICH 2027*    1    300.00   103.1583   103.1583   103.1583   103.1583   7.4600
Total                5   2050.00

Central Government Goi Dated Securities
---------------------------------------
6.97%, 20269*        1    250.00   101.3700   101.3700   101.3700   101.3700   6.7637
8.15%, 2026*         3   1000.00   108.1500   108.1500   108.1500   108.1500   6.9345
6.79%, 2027*         3   1500.00   101.6975   101.6700   101.6700   101.6917   6.5494
9.23%, 2043*         2    320.00   123.2200   122.8500   122.8500   123.0350   7.2539
Total                9   3070.00

Institutions Non-Slr Bond
-------------------------
7.65%, NBRD 2019A*   1    250.00   100.1958   100.1958   100.1958   100.1958   7.4815
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
9.81%, PFC 2018*     1    250.00   103.0870   103.0870   103.0870   103.0870   6.7000
7.50%, PFC 2020*     1    500.00   101.2225   101.2225   101.2225   101.2225   7.0250
7.40%, PFC 2021*     1    500.00   100.7898   100.7898   100.7898   100.7898   7.1601
8.20%, PGC 2022*     1    100.00   104.2988   104.2988   104.2988   104.2988   7.0010
Total                4   1350.00

State Government Development Loan
---------------------------------
8.39%, RAJ 2021*     2   1100.00   104.3517   104.3517   104.3517   104.3517   6.9700
8.57%, WB 2026*      1    100.00   107.7194   107.7194   107.7194   107.7194   7.3325
Total                3   1200.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 07, 2017*        1   1000.00    98.5877    98.5877    98.5877    98.5877   6.0800
Total                1   1000.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com

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